Craftsy classes are great! I've definitely a lot learned from them. Because of limited mobility, I can't sit through live classes very easily so I appreciate the opportunity to take them online at my own speed. However, as Judy explained, it is really nice to get feedback from a live instructor & to be able to ask back-and-forth questions during a workshop. Also, if I can't see the detail on something, at a workshop I can go up or ask for the item to be passed around. Craftsy videos are excellent & usually they provide enough close-ups, but not always.
If I had the opportunity to take both (Craftsy classes go on sale from time to time, usually around holidays & Easter is coming up), I'd do both. If I had to pick one & was physically able to attend the workshop, I'd pick the workshop.